+425.8%
XLF vs ALB
+1,325.6%
-899.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.9% |
| 7D | +1.9% | +5.3% | -3.3% | +0.1% |
| 30D | +6.5% | -6.3% | +12.8% | +8.4% |
| 3M | +1.2% | -27.4% | +28.6% | +11.1% |
| 6M | +14.6% | -53.1% | +67.6% | +43.4% |
| YTD | +7.7% | -32.3% | +40.0% | +15.5% |
| 1Y | +11.8% | -7.3% | +19.1% | +6.9% |
| 3Y | +80.1% | -14.9% | +95.0% | +53.7% |
| 5Y | +59.0% | -62.0% | +121.0% | +69.5% |
| 10Y | +224.2% | +33.0% | +191.2% | +73.3% |
| All | +425.8% | +1,325.6% | -899.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling